EFFECT OF ESTIMATION RISK ON CAPITAL-MARKET EQUILIBRIUM

被引：56

作者：

BROWN, S

机构：

来源：

关键词：

D O I：

10.2307/2330499

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：215 / 220

页数：6

共 10 条

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[2]

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[3] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].

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[4]

BROWN SJ, 1976, THESIS U CHICAGO

[5] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J].

FAMA, EF .

[6]

Goldberger A. S., 1964, ECONOMETRIC THEORY

[7] EFFECT OF ESTIMATION RISK ON OPTIMAL PORTFOLIO CHOICE [J].

KLEIN, RW ;

BAWA, VS .

[8] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].

LINTNER, J .

[9]

Miller M. H., 1972, STUDIES THEORY CAPIT, V23, P47

ZELLNER, A ;

CHETTY, VK .